Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47924.77 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46529.87 Kr¶

PnL: ---------------------------------------> -358.7 Kr¶

DD now: ---------------------------------> -1.45 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 16:56:14.837832'

Anic Portfolio¶

Today¶

Return: 0.446 %¶

This Week¶

Return: 0.823 %¶

Total¶

Return: 56.893 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.950000 2814.000000 178.000000 6.750000 2636.000010
Beijer Electronics Group 26 0.840000 3130.400000 159.400000 5.370000 2971.000006
FM Mattsson Mora Group B 50 1.010000 3000.000000 73.000000 2.490000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 -1.520000 427.400000 72.400000 20.390000 355.000000
Corem Property Group B 59 -2.580000 645.460000 68.460000 11.860000 576.999999
Boozt 12 0.560000 1716.000000 62.000000 3.750000 1653.999996
HMS Networks 2 -0.780000 714.000000 41.000000 6.090000 673.000000
OEM International B 7 1.510000 564.200000 36.200000 6.860000 527.999997
Intrum 4 1.610000 555.000000 28.000000 5.310000 527.000000
Eastnine 4 2.220000 516.800000 25.800000 5.250000 491.000000
Norva24 Group 16 4.900000 568.640000 25.640000 4.720000 543.000000
Coor Service Management Hold. 8 1.390000 554.400000 22.400000 4.210000 532.000000
SAAB B 8 0.020000 3395.200000 18.200000 0.540000 3377.000000
MedCap 2 -0.230000 439.000000 18.000000 4.280000 421.000000
Samhällsbyggnadsbo. i Norden D 12 -0.550000 258.240000 12.240000 4.980000 246.000000
AcadeMedia 12 1.200000 567.360000 10.360000 1.860000 557.000004
Fastighetsbolag. Emilshus Pref 21 -1.090000 571.200000 9.200000 1.640000 562.000005
Resurs Holding 22 0.190000 579.700000 5.700000 0.990000 573.999998
Securitas B 6 0.970000 574.920000 4.920000 0.860000 570.000000
Swedbank A 3 1.420000 567.000000 3.000000 0.530000 564.000000
Creaspac SPAC 6 0.210000 579.600000 2.600000 0.450000 577.000002
Karnov Group 9 -1.970000 537.300000 1.300000 0.240000 536.000004
CTEK 13 1.910000 532.870000 -1.130000 -0.210000 533.999999
Handelsbanken A 5 -0.280000 542.500000 -3.500000 -0.640000 546.000000
Essity B 2 -1.660000 570.400000 -3.600000 -0.630000 574.000000
Midsona B 63 -1.300000 575.820000 -7.180000 -1.230000 582.999984
Essity A 4 -2.230000 1140.000000 -9.000000 -0.780000 1149.000000
Nordea Bank Abp 29 -0.370000 3436.500000 -17.500000 -0.510000 3453.999992
International Petroleum Corp. 5 3.410000 561.500000 -33.070000 -5.560000 594.565215
Vivesto 1368 1.860000 569.360000 -43.640000 -7.120000 612.999432
Sampo Oyj SDB 7 -1.110000 3738.000000 -112.000000 -2.910000 3850.000000
Axfood 13 0.870000 3619.200000 -136.800000 -3.640000 3756.000001
OX2 18 0.540000 1521.900000 -142.100000 -8.540000 1663.999992
Ovzon 52 2.650000 3016.000000 -346.000000 -10.290000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46529.870000 -358.700000 -1.44997% 46888.564618

Updated:¶

'2023-01-18 16:56:27.523037'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶